Does correlation between stock returns really increase during turbulent periods?
François Chesnay, Eric Jondeau
| Year of publication: |
2001
|
|---|---|
| Authors: | Chesnay, François ; Jondeau, Eric |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 30.2001, 1, p. 53-80
|
| Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Konjunkturzusammenhang | Business cycle synchronization | Deutschland | Germany | Großbritannien | United Kingdom | USA | United States | Finanzkrise | Financial crisis | 1988-1999 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economic notes |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001571084